PENGGUNAAN ALGORITMA GENETIKA UNTUK PEMILIHAN PORTFOLIO SAHAM DALAM MODEL MARKOWITZ
Modern portfolio theory is based on asumption that investor can choose his proportion asset in portfolio, so they can minimize the risk and maximize the return. This paper presents the use of genetic algorithm (GA) to optimize the choice of share portfolio in markowitz model by representing the effi...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Petra Christian University
2005-01-01
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| Series: | Jurnal Informatika |
| Subjects: | |
| Online Access: | http://puslit2.petra.ac.id/ejournal/index.php/inf/article/view/16370 |